First of all, no word has meaning without contrast to other words.If everything in the world were 'physical' we wouldn't have that concept, at least not as we have it today. A fish would have a hard time defining "water". he could say "It's this stuff I'm swimming in -- but what is it about this stuff that makes it different from non-water.
What then is something "immaterial". Think of a number or "love' or a thought. I can think of myself as in "why did I do that?' which means I can treat myself as an object, that makes me partly immaterial. A stone cannot step outside its stoniness. There is also the fact of 'freedom'. What is totally subject to law would be physical. But what is only partly so would be something greater.
The physical has a place and time in which you can situate it.
